I'm not really sure what you mean by feeling safer, so I'll go with a couple of things.
1. If you mean safer from being cheated I'm more comfortable playing live. Since I play mostly tournaments that really isn't much of a consideration in either venue, but for cash games collusion would be much easier to get away with online than in person.
2. If you mean physically safer, then I feel much better playing in my own home. At the casino, especially after the sun goes down, walking through the parking garage/lot can be scary, and with good reason. I'm usually smiling but in this situation I'll have a sad look in order to appear as someone who lost all of her money. That way I hope to eliminate one motivation for someone to attack me.